+1,018.0%
KEYS vs FCUV
-98.6%
+1,116.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +4.0% |
| 7D | +3.5% | -66.5% | +70.0% | +3.7% |
| 30D | -4.5% | +5.0% | -9.4% | -4.7% |
| 3M | -0.4% | +63.8% | -64.2% | -2.3% |
| 6M | +19.1% | -67.8% | +87.0% | +17.4% |
| YTD | +66.7% | -82.4% | +149.1% | +64.6% |
| 1Y | +96.5% | -94.7% | +191.2% | +94.8% |
| 3Y | +155.2% | -99.3% | +254.4% | +152.8% |
| 5Y | +88.0% | -99.9% | +187.8% | +86.6% |
| All | +1,018.0% | -98.6% | +1,116.6% | +977.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling